Filter Analysis Services before Importing Data

Hello guys,

I have a very big cube that has data from all over the world, but I only need one specific country.

I could import everything and then filter it, but since its too big, I keep getting and error message whenever it passes 10 million rows loaded, saying it ran out of query time.

Is there a way to filter before importing?

What is the cause of this error? Memory? Network? Capacity?

Ps.: I can't use live data because I already have other sources in this Power BI file, so only Import option is enabled.

Thanks!